Question

我正在尝试在C＃的Accord.net数学软件包中使用L-BFGS求解器。但是，我找不到如何定义优化的起始值。我们如何定义它？

根据官方示例，以下语法定义了优化过程中x的初始值。但是，在下面的示例中，它无法正常工作-就像算法使用了另一个起点一样。


//Target function to minimize;
public double f(double[] x) { 
   double z = Math.Cos(x[0])-0.2*x[0] + x[1] * x[1]; //Function with multiple local minima : x ~ { (2n+1)pi , 0 }
   return z;
  }

//Gradient
  public double[] g(double[] x) { 
      double[] grad = {-Math.Sin(x[0])-0.2 , 2 * x[1]};
      return grad;
  }

  double[] x = {3*3.141592,0}; // Starting value (local minimum, -2.88)

  var lbfgs = new BroydenFletcherGoldfarbShanno(numberOfVariables: 2, function: f, gradient: g);

  bool success = lbfgs.Minimize();
  double minValue = lbfgs.Value;
  double[] solution = lbfgs.Solution; // {3.34,0} This solution is a local min that has a higher value (-1.65) than the local min next to which we started !!

Answer 1

语法很简单： lbfgs.Minimize（x）; 谢谢“ 500-内部服务器错误”！

优化算法的起始值

1 个答案: